Advanced RIET portfolio optimization: (Record no. 5170)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01554nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230314151637.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230314b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031152856 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63247 |
| Item number | LIN |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lindquist, W. Brent |
| 245 ## - TITLE STATEMENT | |
| Title | Advanced RIET portfolio optimization: |
| Remainder of title | innovative tools for risk management |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Springer |
| Place of publication, distribution, etc. | Switzerland |
| Date of publication, distribution, etc. | 2022 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 258 p. |
| 365 ## - TRADE PRICE | |
| Price type code | EURO |
| Price amount | 59.99 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including:<br/><br/>portfolio optimization using both historic and predictive return estimation;<br/>model backtesting;<br/>a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis;<br/>derivative valuation;<br/>and incorporating ESG ratings into REIT investment.<br/>These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance). Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | REIT Portfolio Optimization |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rachev, Svetlozar T. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hu, Yuan |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | IN378 | 20-02-2023 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 03/14/2023 | Bharatiya Sahitya Bhavana | 3624.85 | 332.63247 LIN | 004703 | 03/14/2023 | 1 | 5513.08 | 03/14/2023 | Book |